+28.1%
QNST vs SPY
+14.6%
+13.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +4.1% |
| 7D | +17.8% | -0.7% | +18.5% | +18.3% |
| 30D | +28.5% | -1.0% | +29.5% | +29.3% |
| 3M | +23.2% | -0.3% | +23.6% | +23.5% |
| 6M | +51.2% | +7.3% | +43.8% | +41.0% |
| YTD | +34.0% | +13.3% | +20.7% | +20.7% |
| 1Y | +28.1% | +14.8% | +13.3% | +12.9% |
| All | +28.1% | +14.6% | +13.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling